Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47518.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46123.7 Kr¶

PnL: ---------------------------------------> -764.87 Kr¶

DD now: ---------------------------------> -2.285 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 13:34:04.810568'

Anic Portfolio¶

Today¶

Return: -0.739 %¶

This Week¶

Return: -1.328 %¶

Total¶

Return: 55.564 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.090000 3172.000000 201.000000 6.770000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Corem Property Group B 59 -0.180000 656.670000 79.670000 13.810000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.410000 431.400000 76.400000 21.520000 355.000000
HMS Networks 2 -1.230000 706.800000 33.800000 5.020000 673.000000
Norva24 Group 16 -2.780000 560.000000 17.000000 3.130000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.440000 261.840000 15.840000 6.440000 246.000000
Eastnine 4 -0.630000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -1.150000 542.500000 14.500000 2.750000 527.999997
Resurs Holding 22 0.640000 587.400000 13.400000 2.330000 573.999998
Coor Service Management Hold. 8 -0.070000 544.000000 12.000000 2.260000 532.000000
Midsona B 63 -2.400000 590.310000 7.310000 1.250000 582.999984
Intrum 4 -0.670000 532.400000 5.400000 1.020000 527.000000
Karnov Group 9 1.530000 539.100000 3.100000 0.580000 536.000004
AcadeMedia 12 0.740000 558.960000 1.960000 0.350000 557.000004
Creaspac SPAC 6 0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 -2.060000 545.500000 -0.500000 -0.090000 546.000000
Essity B 2 -1.140000 573.400000 -0.600000 -0.100000 574.000000
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
MedCap 2 -2.560000 419.000000 -2.000000 -0.480000 421.000000
Swedbank A 3 -2.160000 557.850000 -6.150000 -1.090000 564.000000
Securitas B 6 -0.610000 563.520000 -6.480000 -1.140000 570.000000
Fastighetsbolag. Emilshus Pref 21 -4.870000 553.350000 -8.650000 -1.540000 562.000005
Nordea Bank Abp 29 -1.400000 3442.300000 -11.700000 -0.340000 3453.999992
CTEK 13 0.990000 518.180000 -15.820000 -2.960000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Boozt 12 -1.320000 1609.200000 -44.800000 -2.710000 1653.999996
Vivesto 1368 -1.930000 542.820000 -70.180000 -11.450000 612.999432
International Petroleum Corp. 5 1.560000 520.500000 -74.070000 -12.460000 594.565215
SAAB B 8 -0.820000 3272.800000 -104.200000 -3.090000 3377.000000
Sampo Oyj SDB 7 -1.020000 3738.000000 -112.000000 -2.910000 3850.000000
OX2 18 -0.060000 1543.500000 -120.500000 -7.240000 1663.999992
Axfood 13 -0.400000 3564.600000 -191.400000 -5.100000 3756.000001
Ovzon 52 1.890000 3083.600000 -278.400000 -8.280000 3361.999992
Fasadgruppen Group 35 -0.790000 3528.000000 -283.000000 -7.430000 3810.999990
TOTAL 46123.700000 -764.870000 -2.2853% 46888.564618

Updated:¶

'2023-01-13 13:34:17.403234'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶